1.

Record Nr.

UNINA9910144693203321

Autore

Puterman Martin L.

Titolo

Markov decision processes : discrete stochastic dynamic programming / / Martin L. Puterman

Pubbl/distr/stampa

New York : , : John Wiley & Sons, , 2005

ISBN

9786612307782

9781118625873

1118625870

9781282307780

1282307789

9780470316887

0470316888

9780470317723

0470317728

Descrizione fisica

1 online resource (680 pages)

Collana

Wiley series in probability and mathematical statistics. Applied probability and statistics section

Soggetti

Dynamic programming

Markov processes

Statistical decision

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

1. Introduction -- 2. Model Formulation -- 3. Examples -- 4. Finite-Horizon Markov Decision Processes -- 5. Infinite-Horizon Models: Foundations -- 6. Discounted Markov Decision Problems -- 7. The Expected Total-Reward Criterion -- 8. Average Reward and Related Criteria -- 9. The Average Reward Criterion-Multichain and Communicating Models -- 10. Sensitive Discount Optimality -- 11. Continuous-Time Models -- Appendix A. Markov Chains -- Appendix B. Semicontinuous Functions -- Appendix C. Normed Linear Spaces -- Appendix D. Linear Programming.

Sommario/riassunto

The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase



global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists.   "This text is unique in bringing together so many results hitherto found only in part in other texts and papers.... The text is fairly self-contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik   "... it is of great value to advanced-level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic.... Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up-to-date, unified, and rigorous treatment of theoretical and computational aspects of discrete-time Markov decision processes." - Journal of the American Statistical Association